+235.2%
INTU vs EWZ
+66.3%
+168.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +12.8% | -25.9% | +38.7% | +21.5% |
| 3M | +2.1% | -6.1% | +8.2% | +2.3% |
| 6M | -11.5% | -16.1% | +4.6% | -8.8% |
| YTD | -47.9% | +1.0% | -48.9% | -50.0% |
| 1Y | -47.7% | 0.0% | -47.6% | -49.7% |
| 3Y | -34.0% | +16.8% | -50.8% | -40.4% |
| 5Y | -43.5% | +52.1% | -95.6% | -54.3% |
| All | +235.2% | +66.3% | +168.9% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling